+77.2%
NOC vs RPRX
+53.1%
+24.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.9% |
| 7D | -1.8% | -8.0% | +6.3% | -1.0% |
| 30D | -9.4% | +2.1% | -11.5% | -9.7% |
| 3M | -3.8% | +8.2% | -12.0% | -4.7% |
| 6M | -28.8% | +28.9% | -57.6% | -30.5% |
| YTD | -7.9% | +54.1% | -62.0% | -11.5% |
| 1Y | -9.0% | +65.5% | -74.6% | -13.2% |
| 3Y | +29.1% | +117.3% | -88.2% | +19.7% |
| 5Y | +58.9% | +71.6% | -12.7% | +50.7% |
| All | +77.2% | +53.1% | +24.1% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling